BNP PARIBAS ARBITRAGE/CALL/BNP PARIBAS EASY EURO STOXX50 UE C/15.53/1.7067/28.03.34 Stock
Warrant
6X1LB
NLBNPFR1TND3
Market Closed - Euronext Paris 11:30:00 2024-05-31 EDT | ||
9.47 EUR | -0.63% |
Current month | +3.72% | ||
1 month | +3.72% |
Comparison chart between the derivative product and it's underlying value
Date | Price | Change |
---|---|---|
24-05-31 | 9.47 | -0.63% |
24-05-30 | 9.53 | +0.42% |
24-05-29 | 9.49 | -1.25% |
24-05-28 | 9.61 | -0.72% |
24-05-27 | 9.68 | +0.41% |
Real-time Euronext Paris
Last update May 31, 2024 at 11:30 am
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | BNP PARIBAS EASY EURO STOXX 50 UCITS ETF - C - EUR |
Issuer | BNP Paribas |
6X1LB | |
ISIN | NLBNPFR1TND3 |
Date issued | 2024-03-13 |
Strike | 15.53 € |
Maturity | 2034-03-28 (3588 Days) |
Parity | 0.59 : 1 |
Emission price | 9.5 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 9.89 € |
---|---|
Lowest since issue | 8.73 € |
Delta | 0.76x |
Omega | 2.109 |
Premium | 36.23x |
Gearing | 2.76x |
Moneyness | 0.9996 |
Difference Strike | 0.03 € |
Difference Strike % | +0.19% |
Spread | 0.24 € |
Spread % | 2.47% |
Theoretical value | 9.590 |
Implied Volatility | 21.40 % |
Total Loss Probability | 48.18 % |
Intrinsic value | 0.000000 |
Present value | 9.590 |
Break even | 21.15 € |
Theta | -0.01x |
Vega | 0.26x |
Rho | 1.04x |
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